王一鸣 - 北京大学

个人简介

教育背景中国科学院数学与系统科学研究院（博士）西安交通大学数学系（硕士）南昌大学数学系（本科）工作经历 1997年-至今北京大学经济学院讲师、副教授、教授 2000年7月-2000年10月香港城市大学高级副研究员 2002年9月-至今澳门理工学院客座教授 2002年9月-至今澳门理工学院社会经济研究所研究员

研究领域

金融资产定价理论与计量数字经济金融/数字货币金融风险管理金融市场（金融摩擦、金融市场波动机理等）宏观经济与货币政策社会资本与中小企业融资（供应链数字金融、互联网金融等）

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Effects of market liquidity on price dynamics in a heterogeneous belief model, Applied Economics, 2022 (forthcoming， with Yongguan Zhou，Zhennan Gao） Underreaction and overreaction in Bitcoin market, Applied Economics Letters, 2022,5. (with Tianquan Liu, Yi Yan) Option pricing under double Heston jump-diffusion model with approximative fractional stochastic volatility, Mathematics, 2021,9(2)1-10.(with Ying Chang, Sumei Zhang) Option pricing under double Heston model with approximative fractional stochastic volatility, Mathematical Problems in Engineering,2021(1):1-12.(with Ying Chang, Sumei Zhang) Market efficiency and nonlinear analysis of Soybean futures,Sustainability,2021(13),No.2.(with Tao Yin) Nonlinear analysis and prediction of Soybean futures, Agricultural Economics,2021,vol.67,No.5.(with Tao Yin) Mao Zhang, Yiming Wang, and Qifeng Zhao, Participating in the standards-setting process promote innovation? Evidence from China, China Economic Review,2020. (SSCI) Yin Chang and Yiming Wang, Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity, Mathematical Problems in Engineering, 2020(3):1-13. (SCI) Mao Zhang and Yiming Wang, Network correlation between investor's herding behavior and overconfidence behavior, Chinese Physics B, 2020,29(4) .(SCI) Yin Tao and Yiming Wang, Predicting the price of WTI crude oil using ANN and Chaos, Sustainability, 2019，11. (SSCI) Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies, Physica A: Statistical Mechanics and its Applications(SCI), Vol.535,December,2019. (co-author with Chenyu Han and Ye Ning) Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards, Physica A: Statistical Mechanics and its Applications(SCI), Vol.528, August, 2019. (co-author with Chenyu Han and Ye Ning) Efficiency and multifractality analysis of the Chinese stock market: evidence from the stock indices before and after the 2015 stock market crash, Sustainability (SSCI), 11(6),2019. (co-author with Chenyu Han and Yingying XU) The multifractal properties of Euro and Pound exchange rates and comparisons, Physica A: Statistical Mechanics and its Applications(SCI), Vol.509, November, 2018. (co-author with Chenyu Han and Ye Ning) Can cryptocurrencies be a safe haven:a tail risk perspective analysis,Applied Economics,2018(accepted)(co-auther with Feng wenjun and Zhang zhenjun)。 Informed trading in the Bitcoin market, Financial Research Letters,2018(forthcoming)(co-authors with Wenjun Feng,Zhengjun Zhang) How did China’s foreign exchange reform affect the efficiency of foreign exchange market? Physica A: Statistical Mechanics and its Applications(SCI),2017,Vol.483:219-226(co-author with Ye Ning) Measurement and multifractal properties of short-term international capital flows in China, Physica A:Statistical Mechanics and its Applications(SCI),2017.Vol.468:714-721.(co-author with Ye Ning,Zhenyu Yang,Yan Geng) Hui Huang, Yiming Wang, John Whalley, and Shunming Zhang, A simple trade model with an optimal exchange rate motivated by discussion of a Renminbi float, Morden Economy, 2012,Vol.3,No.5. Xuehui He and Yiming Wang, Bank loan behavior and credit information sharing:An insight from measurement cost, Journal of Economic Policy Reform,2007,Vol.12.(SSCI) Wang Yifu and Yiming Wang, Global Dynamics of Reaction Diffusion Systems with Delays, Applied Mathematics Letter,2005,18:1027-1033.(SCI)( 该文被国际著名的《Mathematical Review》及其它国际机构检索和评论。) Wang Yiming, Equilibrium in an OLG Model with Altruistic Preference when Markets are Frictional, Journal of Systems Science,2004. Wang Yiming, A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float, CESifo(德国) Working Paper Series No.1471(http;//papers.ssrn.com/so13/papers.cfm?abstract_id=730463)(with Hui Huang,Yi Wang,John Whalley and Shunming Zhang). Wang Yiming, Equilibrium in an OLG Model with Altruistic Preference when Markets are Frictional, Journal of Systems Science and Complexity ,2002,Vol.10,No.2.(SCI)( 该文被国际著名的《Mathematical Review》检索和评论。) Wang Yiming and Wang Yifu, Existence of Cost-shared Equilibrium in Incomplete Markets with Public Goods, International Journal of Mathematics, Game Theory and Algebra, 2000,Vol.10,No.2.( 该文被国际著名的《Mathematical Review》检索和评论。) Wang Yiming, Existence of Equilibrium when Some Firms Follow Special Pricing Rules, Mathematical Economics 2000, Vol.10, No.2.( 该文被国际著名的《Mathematical Review》检索和评论。) Wang Yiming and Shou Jilin, Existence of Equilibrium for Economies with Infinitely Many Commodities and Infinitely Countable Consumers, Acta Mathematicae Applicatac Sinica, 1999, Vol.15, No.4.( 该文被国际著名的《Mathematical Review》检索和评论。) Wang Yiming, Generic Existence of Equilibrium in Non-convex Production Economy with Incomplete Markets, Submitted to Journal of Mathematical Economics. Wang Yiming, Approximate Quasi-equilibrium in Economies with a Continuum of Agents and Infinitely Many Commodities, Research paper 1997. Deng Xiaotie and Wang Yiming, Coordination and Wage Determination in Presence of Multiple Applications, CityUniversity of Hong Kong, 2000. Wang Yiming and Deng Xiaotie, Effect of Tax on Coordination, City University of Hong Kong,2000. Wang Yiming and Deng Xiaotie, On Approximate Decentralization of Core Allocation in Economies with a Continuum of Agents and Infinite Many Commodities, Peking University, 2000.